Numerical pricing of American options under infinite activity Lévy processes
Nisha Rambeerich; Desire Yannick Tangman; Muddun Bhuruth
| Year of publication: |
2011
|
|---|---|
| Authors: | Rambeerich, Nisha ; Tangman, Désiré Yannick ; Bhuruth, Muddun |
| Published in: |
The journal of futures markets. - Hoboken, NJ : Wiley-Blackwell, ISSN 0270-7314, ZDB-ID 395139-X. - Vol. 31.2011, 9, p. 809-829
|
| Subject: | Optionspreistheorie | Option pricing theory | Stochastischer Prozess | Stochastic process |
| Extent: | graph. Darst. |
|---|---|
| Type of publication: | Article |
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10009355804